Existence of Solutions to Path-Dependent Kinetic Equations and Related Forward-Backward Systems

• 作者: Vassili Kolokoltsov Wei Yang
• 来源期刊: 最优化(英文)
• 学科: 数学
• 关键词: KINETIC Equation Mean Field Control Global EXISTENCE Path Dependence Nonlinear Markov Process Coupled Backward-Forward SYSTEMS
• 年，卷（期）: 2013,（2）
• 页码范围: 39-44
• 页数: 6页
• 分类号: O1

摘要

This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward-forward systems of equations of mean field games. We present local well-posedness, global existence and some regularity results for these equations.